Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2

Title & Authors
Minimum Variance Unbiased Estimation for the Maximum Entropy of the Transformed Inverse Gaussian Random Variable by Y=X-1/2
Choi, Byung-Jin;

Abstract
The concept of entropy, introduced in communication theory by Shannon (1948) as a measure of uncertainty, is of prime interest in information-theoretic statistics. This paper considers the minimum variance unbiased estimation for the maximum entropy of the transformed inverse Gaussian random variable by $\small{Y=X^{-1/2}}$. The properties of the derived UMVU estimator is investigated.
Keywords
Entropy;inverse Gaussian distribution;minimum variance unbiased estimator;asymptotic distribution;
Language
English
Cited by
1.
역가우스분포에 대한 변형된 엔트로피 기반 적합도 검정,최병진;

응용통계연구, 2011. vol.24. 2, pp.383-391
1.
A Modi ed Entropy-Based Goodness-of-Fit Tes for Inverse Gaussian Distribution, Korean Journal of Applied Statistics, 2011, 24, 2, 383
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